Nikolas Stege, Christoph Wegener, Tobias Basse, Frederik Kunze. Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises. Annals OR, 297(1):309-321, 2021. [doi]
@article{StegeWBK21,
title = {Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises},
author = {Nikolas Stege and Christoph Wegener and Tobias Basse and Frederik Kunze},
year = {2021},
doi = {10.1007/s10479-020-03762-x},
url = {https://doi.org/10.1007/s10479-020-03762-x},
researchr = {https://researchr.org/publication/StegeWBK21},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {297},
number = {1},
pages = {309-321},
}